+91.1%
EXPE vs ENPH
-77.3%
+168.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.8% | -14.6% | -8.7% |
| 7D | -9.8% | +9.3% | -19.0% | -10.8% |
| 30D | -11.5% | -7.3% | -4.2% | -10.9% |
| 3M | +21.7% | -31.7% | +53.4% | +26.4% |
| 6M | +10.4% | -3.5% | +13.9% | +7.6% |
| YTD | -2.5% | +21.2% | -23.7% | -9.7% |
| 1Y | +27.3% | +0.1% | +27.3% | +20.8% |
| 3Y | +153.5% | -67.7% | +221.2% | +166.4% |
| 5Y | +91.1% | -76.2% | +167.3% | +109.0% |
| All | +91.1% | -77.3% | +168.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling